Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.49% | 102.20 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,624 CHF | 514,124 CHF | 99.37% | 99.37% |
19/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,883 CHF | 514,383 CHF | 100.00% | 100.00% |
18/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,830 CHF | 514,330 CHF | 100.00% | 100.00% |
15/11/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,626 CHF | 515,126 CHF | 100.00% | 100.00% |
14/11/2024 | 0.49% | 102.30 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,863 CHF | 514,363 CHF | 99.10% | 99.10% |
13/11/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,011 CHF | 514,511 CHF | 100.00% | 100.00% |
12/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,318 CHF | 514,818 CHF | 100.00% | 100.00% |
11/11/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,873 CHF | 515,373 CHF | 100.00% | 100.00% |
08/11/2024 | 0.49% | 102.50 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,468 CHF | 514,968 CHF | 100.00% | 100.00% |
07/11/2024 | 0.49% | 102.60 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,232 CHF | 515,732 CHF | 99.23% | 99.23% |